+223.7%
CF vs TXG
+21.5%
+202.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.5% |
| 7D | -0.9% | +9.4% | -10.3% | -1.4% |
| 30D | +18.1% | +26.1% | -8.0% | +16.7% |
| 3M | +23.4% | +124.8% | -101.4% | +18.2% |
| 6M | +17.1% | +215.2% | -198.1% | +9.6% |
| YTD | +76.2% | +302.2% | -226.0% | +62.0% |
| 1Y | +62.3% | +370.9% | -308.7% | +46.7% |
| 3Y | +71.8% | +38.5% | +33.3% | +64.8% |
| 5Y | +234.6% | -64.4% | +298.9% | +243.7% |
| All | +223.7% | +21.5% | +202.2% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling